Sr Quantitative Analyst
USD 122K-183K (estimate) Senior-level Full Time
Tasks
- Build energy price forecast models
- Build forward curve and volatility models
- Design and construct risk management tools
- Develop mathematical models
- Evaluate structured transactions
- Improve optimization algorithms
- Interpret model valuations for trading and origination
- Optimize generation mix and sizing
- Perform preconstruction size optimizations
- Perform quantitative studies of energy markets
- Review technical documentation
Perks/Benefits
- N/A
Skills/Tech-stack
AWS | Contingency analysis | Data Visualization | Energy Price Forecasting | Energy market | Energy market modeling | Excel | Flow modeling | Forward Curves | Jupyter | Linux | Machine Learning | Market Modeling | Mathematical Modeling | Matplotlib | NumPy | Object-Oriented | Object-oriented programming | Optimization Algorithms | Pandas | Power Flow | Power Systems | Power flow modeling | Price Forecasting | Python | R | Reliability Assessment | Risk Management | SciPy | Scikit-learn | Seaborn | Statistical modeling | StatsModels | Transmission planning | Unix | Volatility modeling
Education
Bachelor of Engineering | Bachelor of Science | Master of Science
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